market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.80% 123.72 CHF 124.71 CHF 2,190 2,500 2,191 2,500 272,433 CHF 313,327 CHF 100.00% 100.00%
19/11/2024 0.80% 124.16 CHF 125.16 CHF 2,300 2,350 2,457 2,456 305,049 CHF 307,320 CHF 100.00% 100.00%
18/11/2024 0.80% 124.99 CHF 125.99 CHF 2,400 2,500 2,476 2,500 309,327 CHF 314,799 CHF 100.00% 100.00%
15/11/2024 0.80% 126.34 CHF 127.35 CHF 2,500 2,500 2,500 2,500 315,943 CHF 318,484 CHF 100.00% 100.00%
14/11/2024 0.80% 126.53 CHF 127.55 CHF 2,450 2,500 2,492 2,500 314,876 CHF 318,376 CHF 100.00% 100.00%
13/11/2024 0.80% 124.26 CHF 125.26 CHF 2,500 2,500 2,500 2,500 311,181 CHF 313,681 CHF 100.00% 100.00%
12/11/2024 0.80% 124.69 CHF 125.69 CHF 2,500 2,500 2,500 2,500 315,184 CHF 317,713 CHF 100.00% 100.00%
11/11/2024 0.80% 128.07 CHF 129.10 CHF 2,100 2,500 2,269 2,500 290,539 CHF 322,648 CHF 100.00% 100.00%
08/11/2024 0.80% 126.82 CHF 127.84 CHF 2,500 2,500 2,500 2,500 318,088 CHF 320,642 CHF 100.00% 100.00%
07/11/2024 0.80% 127.66 CHF 128.69 CHF 2,401 2,500 2,401 2,500 305,374 CHF 320,492 CHF 100.00% 100.00%

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